-30.6%
CIFR vs OWL
+17.3%
-47.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +4.8% | +1.5% | +3.3% | +3.3% |
| 30D | -31.0% | +13.4% | -44.4% | -39.2% |
| 3M | -58.7% | -21.2% | -37.5% | -51.6% |
| 6M | -67.7% | +4.0% | -71.7% | -70.5% |
| YTD | -53.5% | -29.0% | -24.5% | -42.4% |
| 1Y | -54.1% | -28.4% | -25.6% | -43.2% |
| 3Y | +138.2% | -14.5% | +152.7% | +197.6% |
| 5Y | -18.5% | -21.5% | +2.9% | -5.0% |
| All | -30.6% | +17.3% | -47.9% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling